Financial Statements-Based Bank Risk Aggregation

Chapter 1. Basic concepts of bank risk aggregation -- Chapter 2. Research review of bank risk aggregation -- Chapter 3. Financial statements based bank risk aggregation framework -- Chapter 4. Bank risk aggregation based on income statement -- Chapter 5. A “factor-integral” approach to solve the low-frequency problem of income statement data -- Chapter 6. A two-stage bank risk aggregation approach based on financial statements data and external loss data -- Chapter 7. Bank risk aggregation based on income statement and balance sheet -- Chapter 8. Bank risk aggregation with off-balance sheet (OBS) items -- Chapter 9. Analysis of textual risk factors disclosed in financial statements -- Chapter 10. Bank risk aggregation with forward–looking textual risk disclosures -- Chapter 11. Main conclusions and future research.